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reduced CalcTWAP to only one snapshots range #1801

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reduced CalcTWAP to only one snapshots range #1801

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@trinitys7 trinitys7 commented Feb 19, 2024 •
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Purpose / Abstract

Summary by CodeRabbit

  • Refactor
    • Improved the efficiency of processing snapshots in the time-weighted average price (TWAP) calculation logic.

@trinitys7 trinitys7 requested a review from a team as a code owner February 19, 2024 02:48
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coderabbitai bot commented Feb 19, 2024 •
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Walkthrough

The update in the CalcTwap function within twap.go streamlines the processing of snapshots by directly assigning values from the iterator, incorporating a count variable to monitor the number of snapshots, and refining the circuit-breaker logic for scenarios with a single snapshot. This change aims to enhance efficiency and accuracy in calculating time-weighted average prices (TWAP).

Changes

File Change Summary
.../twap.go Updated snapshot processing logic, introduced snapshot count tracking, and refined circuit-breaker

Assessment against linked issues

Objective Addressed Explanation
CalcTWAP: can be reduced to only one snapshots range (#1553) ✅

Poem

In the realm of code, where logic intertwines,
A rabbit hopped, through the lines of times.
With a tweak and a hop, it refined the flow,
Where snapshots align, in a seamless row.

🌟 "To calculate TWAP, with grace and ease,
Let's count and assign, like a gentle breeze."
In the heart of the code, where changes embrace,
A rabbit's touch, leaves a whimsical trace. 🐇

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coderabbitai bot reviewed Feb 19, 2024
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Review Status

Actionable comments generated: 1

Configuration used: CodeRabbit UI

Commits Files that changed from the base of the PR and between 688ac5d and b871c0a.
Files selected for processing (1)
  • x/perp/v2/keeper/twap.go (2 hunks)
Additional comments: 3
x/perp/v2/keeper/twap.go (3)
  • 59-59: Introducing a count variable to track the number of snapshots processed is a good practice for clarity and can be useful for debugging or further logic enhancements. This addition aligns with the goal of simplifying the function's logic.
  • 62-62: Incrementing the count variable for each snapshot processed is straightforward and effective. However, ensure that this logic correctly accounts for all relevant snapshots, especially in edge cases where snapshots might be skipped due to identical timestamps.
  • 98-99: The updated circuit-breaker condition to handle cases with only a single snapshot or when cumulativePeriodMs equals zero is a logical improvement. It simplifies handling edge cases, ensuring that the function can gracefully handle scenarios with minimal data. However, verify that this change does not inadvertently affect the accuracy of TWAP calculations in edge cases.

x/perp/v2/keeper/twap.go
break
}
}
snapshots = iter.Values()
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The direct assignment of values from the iterator to snapshots simplifies the logic for collecting snapshot data. This change should improve readability and potentially performance by eliminating explicit iteration. However, ensure that the iter.Values() method efficiently handles large datasets without significant memory overhead.

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codecov bot commented Mar 3, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 74.15%. Comparing base (c557272) to head (b871c0a).
Report is 15 commits behind head on main.

Additional details and impacted files 
@@            Coverage Diff             @@
##             main    #1801      +/-   ##
==========================================
+ Coverage   73.07%   74.15%   +1.07%     
==========================================
  Files         196      196              
  Lines       15564    12687    -2877     
==========================================
- Hits        11374     9408    -1966     
+ Misses       3526     2615     -911     
  Partials      664      664
Files Coverage Δ
x/perp/v2/keeper/twap.go 98.46% <100.00%> (+11.50%) ⬆️

... and 174 files with indirect coverage changes

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CalcTWAP: can be reduced to only one snapshots range.
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@trinitys7 @phamminh0811